The Performance of Malaysian Unit Trusts : Government Sponsored Funds Versus Private Funds (1993-2001)
This study examines and compares the risk-adjusted returns of government-sponsored and private unit trusts using the Sharpe Index, Adjusted Sharpe Index, Treynor Index and Adjusted Jensen’s Alpha. A total of 79 funds were analysed, with 21 goverment-sponsored unit trusts and 58 private unit trusts....
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Format: | Thesis |
Language: | eng eng |
Published: |
2003
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Online Access: | https://etd.uum.edu.my/1118/1/ROZIHANIM_BT._SHEKH_ZAIN.pdf https://etd.uum.edu.my/1118/2/1.ROZIHANIM_BT._SHEKH_ZAIN.pdf |
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